+107.0%
V vs APLD
+239.8%
-132.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.8% | +7.1% | +1.4% |
| 7D | +0.9% | +2.7% | -1.8% | +0.8% |
| 30D | +9.0% | -21.4% | +30.4% | +9.4% |
| 3M | +16.7% | -47.8% | +64.6% | +18.0% |
| 6M | +33.4% | -64.9% | +98.3% | +35.8% |
| YTD | +22.4% | -34.9% | +57.2% | +21.9% |
| 1Y | +27.7% | -30.7% | +58.4% | +26.7% |
| 3Y | +78.0% | +305.3% | -227.4% | +60.6% |
| All | +107.0% | +239.8% | -132.8% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling